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SNAP vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNAP and VTI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SNAP vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap Inc. (SNAP) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-53.43%
172.06%
SNAP
VTI

Key characteristics

Sharpe Ratio

SNAP:

-0.45

VTI:

2.10

Sortino Ratio

SNAP:

-0.22

VTI:

2.80

Omega Ratio

SNAP:

0.96

VTI:

1.39

Calmar Ratio

SNAP:

-0.35

VTI:

3.14

Martin Ratio

SNAP:

-1.01

VTI:

13.44

Ulcer Index

SNAP:

31.07%

VTI:

2.00%

Daily Std Dev

SNAP:

69.53%

VTI:

12.79%

Max Drawdown

SNAP:

-90.66%

VTI:

-55.45%

Current Drawdown

SNAP:

-86.28%

VTI:

-3.03%

Returns By Period

In the year-to-date period, SNAP achieves a -32.66% return, which is significantly lower than VTI's 24.89% return.


SNAP

YTD

-32.66%

1M

7.24%

6M

-26.50%

1Y

-33.14%

5Y*

-5.96%

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

SNAP vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SNAP, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.452.10
The chart of Sortino ratio for SNAP, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.222.80
The chart of Omega ratio for SNAP, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.39
The chart of Calmar ratio for SNAP, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.353.14
The chart of Martin ratio for SNAP, currently valued at -1.01, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0113.44
SNAP
VTI

The current SNAP Sharpe Ratio is -0.45, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SNAP and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
2.10
SNAP
VTI

Dividends

SNAP vs. VTI - Dividend Comparison

SNAP has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
SNAP
Snap Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SNAP vs. VTI - Drawdown Comparison

The maximum SNAP drawdown since its inception was -90.66%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SNAP and VTI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.28%
-3.03%
SNAP
VTI

Volatility

SNAP vs. VTI - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 13.06% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that SNAP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.06%
4.00%
SNAP
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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